MaplePrimes Questions

I have a eigenvalue problem like:

[FF1]* {w}=N^2 *[FF2] *{w}

[FF1] and [FF2] are a*b matrices (non square matrix) , {w} are vectors(eigenvectors) and the values of N are eigenvalues.

I want to obtain eigenvalues and eigenvectors by computing Moore-Penrose pseudo-inverse of [FF2] and do the procedures below :

[FF2]^-1 * [FF1] *{w} =N^2 *{w}            ,        (assume  [FF2]^-1   is Moore-Penrose pseudo-inverse of [FF2]   )

[FF2]^-1 * [FF1] = [FF3]  ,  ( [FF3] is a b*b matrix- squre matrix) 

so  [FF3] *{w}=N^2 *{w}

then I can use LinearAlgebra[Eigenvectors](FF3) to get eigenvalues and eigenvectors. 

I know that Moore-Penrose pseudo-inverse of [FF2] * [FF1] isn't equal to Identity matrix. [FF2]^-1 * [FF1] <> [ I ] . But assume it can be. ( I have a solution for this problem) . 

My biggest problem is [FF2] and [FF1] are large-scale sparse matrix and it takes hours or several days that maple can compute Moore-Penrose pseudo-inverse of [FF2]  and also LinearAlgebra[Eigenvectors](FF3). 

Main question : can I compute Moore-Penrose pseudo-inverse and LinearAlgebra[Eigenvectors]  by using Parallel Programming?  if the answer is yes , how? give me an example please.

if the answer is No , is there any way (any algorithm) to find the inverse of a large non-sqaure matrix or eigenvalues of a large matrix faster?

please introduce some books for parallel programming in maple or general.

Thanks.

1.mw

Copied this from a webpage but it gives an error.

Grateful for all suggestions


PrintfError.mw


 

H := (alpha*(2-beta)*S__0^2+2*D*(S^(2-beta)-S__0^(2-beta)))/(2*D*alpha*(2-beta))

T := (S^(-beta+1)-S__0^(-beta+1))/(alpha*(-beta+1))+S__0/D

NULL

NULL

NULL

Profit1 := ((s-C)*S-C__1*H-C__3)/T

((s-C)*S-(1/2)*C__1*(alpha*(2-beta)*S__0^2+2*D*(S^(2-beta)-S__0^(2-beta)))/(D*alpha*(2-beta))-C__3)/((S^(-beta+1)-S__0^(-beta+1))/(alpha*(-beta+1))+S__0/D)

(1)

NULL

Profit1 := subs(D = alpha*S__0^beta, Profit1)

((s-C)*S-(1/2)*C__1*(alpha*(2-beta)*S__0^2+2*alpha*S__0^beta*(S^(2-beta)-S__0^(2-beta)))/(alpha^2*S__0^beta*(2-beta))-C__3)/((S^(-beta+1)-S__0^(-beta+1))/(alpha*(-beta+1))+S__0/(alpha*S__0^beta))

(2)

NULL

Profit1 := eval(Profit1, [alpha = 5, S__0 = 28, C__1 = .5, C__3 = 10])

((s-C)*S-0.1000000000e-1*(7840-3920*beta+10*28^beta*(S^(2-beta)-28^(2-beta)))/(28^beta*(2-beta))-10)/((1/5)*(S^(-beta+1)-28^(-beta+1))/(-beta+1)+(28/5)/28^beta)

(3)

DEF_Profit1 := diff(Profit1, S)

(s-C-.1000000000*S^(2-beta)/S)/((1/5)*(S^(-beta+1)-28^(-beta+1))/(-beta+1)+(28/5)/28^beta)-(1/5)*((s-C)*S-0.1000000000e-1*(7840-3920*beta+10*28^beta*(S^(2-beta)-28^(2-beta)))/(28^beta*(2-beta))-10)*S^(-beta+1)/(((1/5)*(S^(-beta+1)-28^(-beta+1))/(-beta+1)+(28/5)/28^beta)^2*S)

(4)

NULL

NULLNULL

``

``

sol1 := solve(DEF_Profit1, S)

RootOf(-100*_Z^(-beta+1)*28^beta*beta^2+300*_Z^(-beta+1)*28^beta*beta-10*C*_Z^(2-beta)*28^beta*beta^2+10*_Z^(2-beta)*28^beta*beta^2*s+20*C*_Z^(2-beta)*28^beta*beta-20*_Z^(2-beta)*28^beta*beta*s+_Z^(3-2*beta)*196^beta*7^(-beta)-200*28^beta*_Z^(-beta+1)+28*_Z^(2-beta)*beta^2-392*_Z^(-beta+1)*beta^2-56*_Z^(2-beta)*beta+392*_Z^(-beta+1)*beta+280*C*_Z*beta^2-280*_Z*beta^2*s-560*C*_Z*beta+560*_Z*beta*s)

(5)

NULL

NULL

NULL

NULL

NULL

``


 

Download doubt_case.mw

I am creating a randomised dataset in a workbook, I want the students to use this data but I also want to save the matrix within the same workbook as a csv file so that when I come to look at their work I will see the exact dataset they were supplied with. Can anyone advise on how I might do this:

The code is:

x := convert([seq(1..100)], Vector[column]):

y := 0.1*~x:

with(SignalProcessing):

tmp := GenerateGaussian(100, 2, .6):

tmp2 := convert(tmp*~y, Vector[column]):

ad1 := <<x>|<tmp2>>:

I tried - Export("this:///DataFiles/exdat.csv",ad1):

but get the Error message - Error, (in FileTools:-OpenURI) entry with path '/DataFiles/exdat.csv' is not found

Is what I'm trying to achieve even possible?

Thanks in advance

Jo (p.s. pretty new to Maple)

 

Please tell me how to calculate the derivative of a matrix function?

how to find the maximum value of the column of the table?  for making the table i have used table command.

in this problem i used slip coundary condition.

the plot want to starts in 0.2, but the plot starts in 0

bc := f(0) = 0, (D(f))(0) = ak*((D^2)(f))(0), (D(f))(N) = 1, g(0) = -de*((D^2)(f))(0), g(N) = 0, T(0) = 1+be*(D(T))(0), T(N) = 0:

How to type double drivative in BC.

In my diagram the horizontal axis cross the vertical axis at -1. How do  I combine location = origin to have to run through y=0?

Many thanks


How to sort the following equation

 

exp(B)+1)*B^5) = 1

 

into the following expression

Swanson_and_Turkel_To_Fortran.mwHello,

From the attached code, you can see that I have a Matrix, A, that I am trying to output into Fortran code so that I can simply copy and paste this long matrix into fortran. The output does not look correct. Doesa anyone have an idea on how to put this matrix A into a form that can be easily copy and pasted into Fortran? You can see that I tried to do each line individually in the attatched code but I am really looking for a way to do the entire Matrix. Thanks for any help or suggestions.

I need to build this model:
We consider a population of female salmon, they live 4 years. Survival for first three years respectively: 0.5%,7%,15%. Each salmon has female kids only in 4 year and produces 5000 female offspring

 

I am trying to solve 4x4 determinants, but there is many determinants in my problem, I want to solve it in maple. Maple gives the answer but its expression is large. how to confine large expression in a nice simple form in maple? Here is an example:

with(LinearAlgebra):

A:=Matrix([[phi,conjugate(psi),chi,conjugate(rho)],[psi,-conjugate(phi),rho,-conjugate(chi)],[lambda1*phi,conjugate(lambda1)*conjugate(psi),lambda2*chi,conjugate(lambda2)*conjugate(rho)],[lambda1*psi,-conjugate(lambda1)*conjugate(phi),lambda2*rho,-conjugate(lambda2)*conjugate(chi)]]);


 

rk2.mw

 

Hello everyone,

I have an ODE for which I want to show that any initial condition leads to a convergence towards a point. So far I made a sequence of dsolve procedure, each with a distinct random initial condition, and I can plot everything on the same plot without a problem with display.

The parameter of the ode is the time t, so that the system of ode is some d/dt x(t) = f(x(t),y(t),z(t)), etc. To show time passing, I have two solutions in a sense, either by color, or by an animation. But the latter is not very convenient as I am already planning of to animate the rotation of the camera since the plot is 3D. What I would like, is the color of the curve to be say blue at time 0 then go to green as t goes to 5, for example.

I know something should be possible as there is somehow an example given in plot3d documentation,
plot3d(x*exp(−x^2−y^2),x=−2..2,y=−2..2,color=x)
but I can't seem to make it work, no matter where I put my "color = t" option. Would one have an idea on how to achieve that?

Thank you for your time,
Cryme

I am attempting to have maple recognize the difference in singularities between:

f(x)=x+1  and

g(x)=(x+1)*(x-2)/(x-2)

In other words how can I stop maple from simplifying g(x) and observe the singularity.

 

Thanks in advance.

Mark

 

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